Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,18% | 112,70 % | 112,90 % | 250 000 | 250 000 | 249 218 | 249 218 | 279 242 CHF | 279 742 CHF | 99,99% | 99,99% |
15/07/2024 | 0,18% | 112,50 % | 112,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 935 CHF | 281 435 CHF | 99,99% | 99,99% |
12/07/2024 | 0,36% | 111,20 % | 111,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 276 636 CHF | 277 636 CHF | 100,00% | 100,00% |
11/07/2024 | 0,36% | 109,50 % | 109,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 490 CHF | 274 490 CHF | 99,99% | 99,99% |
10/07/2024 | 0,19% | 108,50 % | 108,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 200 CHF | 268 700 CHF | 100,00% | 100,00% |
09/07/2024 | 0,19% | 106,30 % | 106,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 516 CHF | 267 016 CHF | 100,00% | 100,00% |
08/07/2024 | 0,38% | 105,60 % | 106,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 073 CHF | 265 073 CHF | 100,00% | 100,00% |
05/07/2024 | 0,37% | 105,60 % | 106,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 274 CHF | 267 274 CHF | 100,00% | 100,00% |
04/07/2024 | 0,19% | 105,70 % | 105,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 657 CHF | 263 157 CHF | 99,46% | 99,46% |
03/07/2024 | 0,19% | 107,20 % | 107,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 862 CHF | 269 362 CHF | 100,00% | 100,00% |